There are two ways to backtest an options portfolio:
Through the Create Model workflow
Backtesting an existing model on the model page
The Create Model Workflow
click on the Strategies Button in the menu ribbon
Click on the Add New Option Model Button:
This will bring up the parameters to run a backtest of the portfolio. Add the model portfolio via this csv base_model_template.csv and clicking in the file box
Enter the backtest parameters for your portfolio and click next
Upon clicking next, PLASMA will run a backtest for your equity portfolio. Click Add Option Model to continue.
On the Create Option Strategy page, configure the parameters of your option model. At present, PLASMA only supports Covered Call Writing. Choose the Tenors, Strikes, and Coverage you would like to backtest.
Note the liquidity findings at the bottom of this page. This indicates whether there is liquidity in the potential options.
Click Design Option Model to Continue
PLASMA will run a backtest of each combination of tenors, strikes, and coverage selected and present the results in the following screen.
Backtesting an existing model on the model page
Click on the Strategies tab in the ribbon
On the options page, select the option model you want to backtest
Click the Backtest button
This will bring up option model parameters that you can change. Once complete, click Proceed.
Please reach out to your partner success manager, chat with us via the support bubble in the bottom right corner of your UI, or send an email to [email protected] with any questions or feedback.